-97.9%
SLNH vs VT
+215.5%
-313.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.7% |
| 7D | -22.4% | -2.3% | -20.1% | -18.5% |
| 30D | -48.5% | -5.0% | -43.6% | -43.1% |
| 3M | -55.2% | -4.9% | -50.3% | -50.2% |
| 6M | -67.9% | -1.5% | -66.4% | -65.9% |
| YTD | -55.6% | +8.5% | -64.0% | -57.4% |
| 1Y | -82.9% | +11.4% | -94.3% | -84.1% |
| 3Y | -79.3% | +70.1% | -149.4% | -88.2% |
| 5Y | -99.8% | +53.7% | -153.6% | -99.9% |
| All | -97.9% | +215.5% | -313.4% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling